It depends. For a lot of the papers, you have choice. Examples of choice:
In Paper 2 for any of the sciences, you pick one "extended" response (basically one specific topic on the subject e.g. acids and bases). In Paper 3 (it's called the options paper lol) you pick 2 options out of 6 or so (usually the 2 that your teacher taught you).
In English paper 1, you write a commentary on 1 of the 2 extracts. In paper 2, there is a whole list of questions for you to choose and write a comparative paper on.
In Economics, you can choose 1 from 3 choices for long answers, 3 from 5 (short answers), and 1 from 2 (data response).
Examples when there is no choice:
Math papers - you have to answer all the questions
Paper 1 for sciences: they are multiple choice questions.
Finally, you don't "have to" answer the questions - if you don't know the answers...but then you'll just fail, that's all.